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TTD - Trade Desk - Class A
Implied Volatility Analysis

Implied Volatility:
66.9%
Put/Call-Ratio:
1.41

Trade Desk - Class A has an Implied Volatility (IV) of 66.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TTD is 14 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for TTD is -1.00 standard deviations away from its 1 year mean.

Market Cap$21.13B
Next Earnings Date2/16/2023 (70d)
Implied Volatility (IV) 30d
66.89
Implied Volatility Rank (IVR) 1y
13.77
Implied Volatility Percentile (IVP) 1y
19.05
Historical Volatility (HV) 30d
93.04
IV / HV
0.72
Open Interest
402.84K
Option Volume
21.31K
Put/Call Ratio (Volume)
1.41

Data was calculated after the 12/7/2022 closing.

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